Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,754.0 |
4,788.0 |
34.0 |
0.7% |
4,682.0 |
High |
4,797.0 |
4,829.0 |
32.0 |
0.7% |
4,791.0 |
Low |
4,748.0 |
4,770.0 |
22.0 |
0.5% |
4,674.0 |
Close |
4,778.0 |
4,827.0 |
49.0 |
1.0% |
4,791.0 |
Range |
49.0 |
59.0 |
10.0 |
20.4% |
117.0 |
ATR |
43.0 |
44.1 |
1.1 |
2.7% |
0.0 |
Volume |
19,873 |
29,238 |
9,365 |
47.1% |
89,922 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.7 |
4,965.3 |
4,859.5 |
|
R3 |
4,926.7 |
4,906.3 |
4,843.2 |
|
R2 |
4,867.7 |
4,867.7 |
4,837.8 |
|
R1 |
4,847.3 |
4,847.3 |
4,832.4 |
4,857.5 |
PP |
4,808.7 |
4,808.7 |
4,808.7 |
4,813.8 |
S1 |
4,788.3 |
4,788.3 |
4,821.6 |
4,798.5 |
S2 |
4,749.7 |
4,749.7 |
4,816.2 |
|
S3 |
4,690.7 |
4,729.3 |
4,810.8 |
|
S4 |
4,631.7 |
4,670.3 |
4,794.6 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,103.0 |
5,064.0 |
4,855.4 |
|
R3 |
4,986.0 |
4,947.0 |
4,823.2 |
|
R2 |
4,869.0 |
4,869.0 |
4,812.5 |
|
R1 |
4,830.0 |
4,830.0 |
4,801.7 |
4,849.5 |
PP |
4,752.0 |
4,752.0 |
4,752.0 |
4,761.8 |
S1 |
4,713.0 |
4,713.0 |
4,780.3 |
4,732.5 |
S2 |
4,635.0 |
4,635.0 |
4,769.6 |
|
S3 |
4,518.0 |
4,596.0 |
4,758.8 |
|
S4 |
4,401.0 |
4,479.0 |
4,726.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,829.0 |
4,730.0 |
99.0 |
2.1% |
49.4 |
1.0% |
98% |
True |
False |
23,107 |
10 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
41.4 |
0.9% |
99% |
True |
False |
20,365 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
44.4 |
0.9% |
99% |
True |
False |
18,329 |
40 |
4,829.0 |
4,552.0 |
277.0 |
5.7% |
34.0 |
0.7% |
99% |
True |
False |
15,338 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.7% |
23.2 |
0.5% |
99% |
True |
False |
10,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,079.8 |
2.618 |
4,983.5 |
1.618 |
4,924.5 |
1.000 |
4,888.0 |
0.618 |
4,865.5 |
HIGH |
4,829.0 |
0.618 |
4,806.5 |
0.500 |
4,799.5 |
0.382 |
4,792.5 |
LOW |
4,770.0 |
0.618 |
4,733.5 |
1.000 |
4,711.0 |
1.618 |
4,674.5 |
2.618 |
4,615.5 |
4.250 |
4,519.3 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,817.8 |
4,812.5 |
PP |
4,808.7 |
4,798.0 |
S1 |
4,799.5 |
4,783.5 |
|